-81.1%
PATH vs AKAM
-26.2%
-55.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.4% | +5.7% | +0.1% |
| 7D | -5.6% | -21.7% | +16.1% | +4.0% |
| 30D | -0.7% | -28.3% | +27.7% | +13.0% |
| 3M | -5.9% | -36.3% | +30.5% | +11.2% |
| 6M | +21.6% | -34.0% | +55.6% | +34.0% |
| YTD | -20.6% | -10.8% | -9.8% | -30.3% |
| 1Y | -10.6% | +6.7% | -17.2% | -31.4% |
| 3Y | -24.9% | -28.3% | +3.4% | -27.7% |
| 5Y | -76.8% | -27.4% | -49.4% | -78.1% |
| All | -81.1% | -26.2% | -55.0% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AKAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling